+4,100.8%
APP vs GEHC
+34.3%
+4,066.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +4.0% |
| 7D | +79.2% | +5.6% | +73.5% | +74.9% |
| 30D | +48.0% | +27.9% | +20.1% | +33.3% |
| 3M | +18.2% | +17.1% | +1.1% | +10.3% |
| 6M | -12.5% | +32.5% | -45.0% | -23.5% |
| YTD | -39.2% | +2.7% | -41.8% | -40.9% |
| 1Y | -33.9% | +15.3% | -49.1% | -39.7% |
| 3Y | +933.3% | +23.7% | +909.6% | +847.0% |
| All | +4,100.8% | +34.3% | +4,066.6% | +3,587.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GEHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling